Least squares estimation of nonhomogeneous poisson processes

DOI10.1080/00949650008812036zbMath0958.62079OpenAlexW2083774952MaRDI QIDQ4519166

Michael E. Kuhl, James R. Wilson

Publication date: 8 April 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/7035

zbMATH Keywords

simulationleast squarescounting processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Estimation for nonhomogeneous Poisson processes from aggregated data ⋮ Data-driven simulation of complex multidimensional time series

Uses Software

• R
• S-PLUS
• tn

Cites Work

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• Newton-Type Minimization via the Lanczos Method
• Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior
• The Nelder-Mead Simplex Procedure for Function Minimization
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Remarks on the theory, computation and application of the spectral analysis of series of events
• A Simplex Method for Function Minimization
• Expansions in terms of Parabolic Cylinder Functions
• A new look at the statistical model identification

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